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Junior Regulatory Model Management Specialist - CRCU

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Posting Date: 14-Jan-2022

Location: Amsterdam, Noord-Holland, NL

Company: ABN AMRO International Services B.V.

We need you!

We need you!

ABN AMRO is a leading Dutch bank, with an international presence across Europe. As part of our Credit Risk Control Unit (CRCU), we are looking for a Regulatory Model Management Specialist (RMM) who has a (quantitative) risk management background complemented with a understanding of the regulatory requirements underlying the capital calculation for credit risk or is interested to develop this. The CRCU is responsible for the design, implementation and oversight of the rating systems in line with requirements from Article 190 from CRR.
 

Your job

The team is responsible for translating the bank’s business strategy into the model landscape. This is done by providing advice on the design or selection, implementation, oversight and performance of the internal model landscape. Furthermore, the team is also responsible to maintain the quality of the IRB credit risk (CR) models and the bank’s related processes, procedures, and systems. In the junior role, you will participate in these ongoing initiatives and you will be coached on a day-to day basis.

You enjoy the challenge of performing quantitative, financial and non-financial analyses. You are able to provide a clear and proper explanation of for example relevant regulations and internal policies. Your reliable advice and decision-making forms the basis for optimizing the quality of the credit risk model strategy. You communicate clearly and transparently, both orally and in writing. It is expected that you continue developing your knowledge and skills. 
 

Your working environment

The Regulatory Model Management department is a growing international team. RMM is part of the Risk Data and Analytics department which plays a key role in ensuring that the bank makes informed, data driven decisions. When COVID measures allow we have hybrid way of working. This means about 50% at the office. We organize fun activities together every months. 

Your profile

  • •    Academic education in a relevant field, like econometrics, mathematics, actuarial studies, risk management or finance
    •    Skilled in for example SAS or Excel
    •    (Willingness to increase) knowledge in either in statistics, banking products, regulatory reporting or credit risk assessments 
    •    Consulting skills
    •    Excellent communication skills (verbal and written) in English
    •    Team player and goal oriented profile
    •    You have a valid EU passport or work permit

What we offer

  • Multicultural working environment with great colleagues
  • Challenging work on complex and advanced quantitative problems
  • Attractive salary package
  • Flexible working and fun environment
  • Wide range of training opportunities
  • Career development and the possibility to gain experience in different areas of risk modelling and business units

Interested?

Please submit your application online. In case you have any questions regarding this position; please get in touch with Mireia Gozalbo (Mireia.Gozalbo.Querol@nl.abnamro.com), responsible for Quality Assurance & Regulatory Compliance within Risk Data Analytics Department.

We are looking forward to hear from you!